-60.8%
CLSK vs HST
+95.9%
-156.7%
-98.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HST | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +0.5% | +6.3% | +6.5% |
| 7D | +7.7% | +0.9% | +6.9% | +7.2% |
| 30D | +12.2% | -2.5% | +14.7% | +13.9% |
| 3M | -15.5% | -5.1% | -10.3% | -12.9% |
| 6M | +39.3% | +21.6% | +17.7% | +24.4% |
| YTD | +35.1% | +31.6% | +3.4% | +15.4% |
| 1Y | +34.0% | +36.1% | -2.1% | +11.4% |
| 3Y | +226.3% | +66.5% | +159.8% | +153.1% |
| 5Y | +6.4% | +76.6% | -70.2% | -13.7% |
| All | -60.8% | +95.9% | -156.7% | -77.8% |
Cumulative growth
Daily Returns
Daily percentage return beside HST.
Daily Out/Under-Performance
Portfolio return minus HST return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HST return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded HST wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling